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Related papers: q-Levy processes

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We consider a stochastic delay differential equation driven by a general Levy process. Both, the drift and the noise term may depend on the past, but only the drift term is assumed to be linear. We show that the segment process is…

Probability · Mathematics 2007-05-23 M. Reiss , M. Riedle , O. van Gaans

In this work, we present a comprehensive theory of stochastic integration with respect to arbitrary cylindrical L\'evy processes in Hilbert spaces. Since cylindrical L\'evy processes do not enjoy a semi-martingale decomposition, our…

Probability · Mathematics 2024-03-18 Gergely Bodó , Markus Riedle

By using Cauchy integral formula in the theory of complex functions, the authors establish some integral representations for the principal branches of several complex functions involving the logarithmic function, find some properties, such…

Classical Analysis and ODEs · Mathematics 2016-08-22 Feng Qi , Wen-Hui Li

Stochastic processes on topological vector spaces over non-Archimedean fields and with transition measures having values in non-Archimedean fields are defined and investigated. For this the non-Archimedean analog of the Kolmogorov theorem…

Classical Analysis and ODEs · Mathematics 2007-05-23 S. Ludkovsky , A. Khrennikov

By introducing an auxiliary parameter, we find a new representation for Feynman integrals, which defines a Feynman integral by analytical continuation of a series containing only vacuum integrals. The new representation therefore…

High Energy Physics - Phenomenology · Physics 2019-04-17 Xiao Liu , Yan-Qing Ma

We introduce a deformation of the affine Hecke algebra of type GL which describes the commutation relations of the divided difference operators found by Lascoux and Schutzenberger and the multiplication operators. Making use of its…

Mathematical Physics · Physics 2015-06-22 Yoshihiro Takeyama

This paper continues the program of applying beyond physics the technique of \textbf{probabilistic quantization} and extending to the quantum mechanics associated with the arc--sine distributions our previous results on the semi--circle…

Mathematical Physics · Physics 2024-12-17 Luigi Accardi , Tarek Hamdi , Yun Gang Lu

Levy processes, which have stationary independent increments, are ideal for modelling the various types of noise that can arise in communication channels. If a Levy process admits exponential moments, then there exists a parametric family…

Probability · Mathematics 2019-05-02 Dorje C. Brody , Lane P. Hughston , Xun Yang

The intrinsic volumes induced by a stationary Poisson k-flat process inside a compact and convex sampling window are considered. Using techniques from stochastic analysis, more precisely calculus with multiple stochastic integrals and a…

Probability · Mathematics 2011-04-13 Matthias Schulte , Christoph Thaele

We study stochastic tree fluid networks driven by a multidimensional Levy process. We are interested in (the joint distribution of) the steady-state content in each of the buffers, the busy periods, and the idle periods. To investigate…

Probability · Mathematics 2007-12-06 K. Debicki , A. B. Dieker , T. Rolski

The Weyl algebra A of continuous functions and exponentiated fluxes, introduced by Ashtekar, Lewandowski and others, in quantum geometry is studied. It is shown that, in the piecewise analytic category, every regular representation of A…

Mathematical Physics · Physics 2009-05-05 Christian Fleischhack

We construct representations of a q-oscillator algebra by operators on Fock space on positive matrices. They emerge from a multiresolution scaling construction used in wavelet analysis. The representations of the Cuntz Algebra arising from…

Functional Analysis · Mathematics 2007-05-23 Palle E. T. Jorgensen , Anna Paolucci

We describe generally deformed Heisenberg algebras in one dimension. The condition for a generalized Leibniz rule is obtained and solved. We analyze conditions under which deformed quantum-mechanical problems have a Fock-space…

High Energy Physics - Theory · Physics 2011-07-19 Velimir Bardek , Stjepan Meljanac

A cylindrical Levy process does not enjoy a cylindrical version of the semi-martingale decomposition which results in the need to develop a completely novel approach to stochastic integration. In this work, we introduce a stochastic…

Probability · Mathematics 2016-08-25 Adam Jakubowski , Markus Riedle

We construct some irreducible representations of the Leavitt path algebra of an arbitrary quiver. The constructed representations are associated to certain algebraic branching systems. For a row-finite quiver, we classify algebraic…

Representation Theory · Mathematics 2015-02-10 Xiao-Wu Chen

The formalism of quantum systems with diagonal singularities is applied to describe scattering processes. Well defined states are obtained for infinite time, which are related to a ''weak form'' of intrinsic irreversibility. Real and…

Quantum Physics · Physics 2007-05-23 R. Laura

We study quantum mechanics in the stochastic formulation, using the functional integral approach. The noise term enters the classical action as a local contribution of anticommuting fields. The partition function is not invariant under…

High Energy Physics - Lattice · Physics 2013-11-15 S. Nicolis

Hamiltonian light-front dynamics of quantum fields may provide a useful approach to systematic non-perturbative approximations to quantum field theories. We investigate inequivalent Hilbert-space representations of the light-front field…

Nuclear Theory · Physics 2010-11-01 F. Coester , W. Polyzou

Big $q$-Jacobi functions are eigenfunctions of a second order $q$-difference operator $L$. We study $L$ as an unbounded self-adjoint operator on an $L^2$-space of functions on $\mathbb R$ with a discrete measure. We describe explicitly the…

Classical Analysis and ODEs · Mathematics 2011-05-24 Wolter Groenevelt

Combinatorial Levy processes evolve on general state spaces of countable combinatorial structures. In this setting, the usual Levy process properties of stationary, independent increments are defined in an unconventional way in terms of the…

Probability · Mathematics 2016-12-20 Harry Crane
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